期刊论文详细信息
Journal of Business Economics and Management
Time‐varying volatility modelling of Baltic stock markets
Rasa Smaliukienė1  Renata Korsakienė1  Bora Aktan2 
[1] Vilnius Gediminas Technical University, Saulėtekio al 11, 10223 Vilnius, Lithuania;Yasar University, Faculty of Economics and Business, Department of Finance, Selcuk Yasar Campus, 35100 Bornova, Izmir, Turkey;
关键词: Baltic stock markets;    conditional volatility;    GARCH models;    financial risk;    returns;   
DOI  :  10.3846/jbem.2010.25
来源: DOAJ
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